Introduction

By nature of activity, a trader very often has to deal with such categories as probability and randomness. The antipode of randomness is a notion of “regularity”. It is remarkable that in virtue of general philosophical laws randomness as a rule grows into regularity. We will not discuss the contrary at this point. Basically, the randomness-regularity correlation is a key relation since, if taken in the market context, it directly affects the profit amount received by a trader.

In this article, I will set out underlying theoretical instruments which will in the future help us find some market regularities.